/Engine/Source/Runtime/Core/Public/Math/UnrealMathUtility.h
Returns closest point on a segment to a given point. The idea is to project point on line formed by segment. Then we see if the closest point on the line is outside of segment or inside.
point on the segment defined by (StartPoint, EndPoint) that is closest to Point.
static FVector ClosestPointOnSegment ( const FVector & Point, const FVector & StartPoint, const FVector & EndPoint )